Random variate generation for unimodal and monotone densities

DOI10.1007/BF02243018zbMATH Open0526.65005OpenAlexW2116187061MaRDI QIDQ594530FDOQ594530

Authors: Luc Devroye 

Publication date: 1984

Published in: Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02243018

zbMATH Keywords

random variate generationNewton-Raphson methodKhintchine's theoremaverage time analysisinversion/rejection methodtable methodsunimodal and monotone densities

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10)

Cites Work

• Title not available (Why is that?)
• Properties of Probability Distributions with Monotone Hazard Rate
• On the Alias Method for Generating Random Variables from a Discrete Distribution
• An Efficient Method for Generating Discrete Random Variables with General Distributions
• The squeeze method for generating gamma variates
• Factorization and lattice theorems for a bounded pricipal ideal domain
• Random variate generation for unimodal and monotone densities

Cited In (6)

• A practical algorithm for volume estimation based on billiard trajectories and simulated annealing
• A simple algorithm for generating random variates with a log-concave density
• Random variate generation for unimodal and monotone densities
• Estimation of distribution tails —a semiparametric approach
• Constructing and simulating multivariate distributions using khintchine's theorem
• On the use of probability inequalities in random variate generation

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